partialtimebarrieroption.hpp File Reference

Partial-time barrier option. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/barriertype.hpp>
#include <ql/instruments/payoffs.hpp>

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Classes
struct	PartialBarrier
	choice of time range for partial-time barrier options More...
class	PartialTimeBarrierOption
	Partial-time barrier option. More...
class	PartialTimeBarrierOption::arguments
	Arguments for partial-time barrier option calculation More...
class	PartialTimeBarrierOption::engine
	Base class for partial-time barrier option engines. More...

Namespaces
namespace	QuantLib

Detailed Description

Partial-time barrier option.

Definition in file partialtimebarrieroption.hpp.